+288.7%
SWKS vs PSX
+1,093.9%
-805.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -6.2% | -13.1% | +7.0% | -1.0% |
| 30D | -1.5% | -9.5% | +8.0% | +1.9% |
| 3M | +23.0% | +20.2% | +2.8% | +13.6% |
| 6M | +27.6% | +44.9% | -17.3% | +8.9% |
| YTD | +32.3% | +94.4% | -62.1% | +0.1% |
| 1Y | +20.1% | +83.1% | -62.9% | -7.1% |
| 3Y | +0.6% | +132.2% | -131.5% | -29.9% |
| 5Y | -42.3% | +278.8% | -321.2% | -67.8% |
| 10Y | +35.9% | +354.2% | -318.2% | -36.5% |
| All | +288.7% | +1,093.9% | -805.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling